CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 02-Jul-2021
Day Change Summary
Previous Current
01-Jul-2021 02-Jul-2021 Change Change % Previous Week
Open 1.1935 1.1890 -0.0045 -0.4% 1.2000
High 1.1948 1.1937 -0.0011 -0.1% 1.2010
Low 1.1905 1.1880 -0.0025 -0.2% 1.1880
Close 1.1907 1.1909 0.0002 0.0% 1.1909
Range 0.0043 0.0058 0.0015 33.7% 0.0131
ATR 0.0057 0.0057 0.0000 0.1% 0.0000
Volume 4 32 28 700.0% 48
Daily Pivots for day following 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2081 1.2052 1.1940
R3 1.2023 1.1995 1.1924
R2 1.1966 1.1966 1.1919
R1 1.1937 1.1937 1.1914 1.1952
PP 1.1908 1.1908 1.1908 1.1916
S1 1.1880 1.1880 1.1903 1.1894
S2 1.1851 1.1851 1.1898
S3 1.1793 1.1822 1.1893
S4 1.1736 1.1765 1.1877
Weekly Pivots for week ending 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2324 1.2247 1.1980
R3 1.2194 1.2116 1.1944
R2 1.2063 1.2063 1.1932
R1 1.1986 1.1986 1.1920 1.1959
PP 1.1933 1.1933 1.1933 1.1919
S1 1.1855 1.1855 1.1897 1.1829
S2 1.1802 1.1802 1.1885
S3 1.1672 1.1725 1.1873
S4 1.1541 1.1594 1.1837
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2010 1.1880 0.0131 1.1% 0.0049 0.4% 22% False True 9
10 1.2040 1.1880 0.0161 1.3% 0.0051 0.4% 18% False True 10
20 1.2286 1.1880 0.0407 3.4% 0.0056 0.5% 7% False True 24
40 1.2334 1.1880 0.0455 3.8% 0.0051 0.4% 6% False True 240
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2181
2.618 1.2088
1.618 1.2030
1.000 1.1995
0.618 1.1973
HIGH 1.1937
0.618 1.1915
0.500 1.1908
0.382 1.1901
LOW 1.1880
0.618 1.1844
1.000 1.1822
1.618 1.1786
2.618 1.1729
4.250 1.1635
Fisher Pivots for day following 02-Jul-2021
Pivot 1 day 3 day
R1 1.1908 1.1926
PP 1.1908 1.1920
S1 1.1908 1.1914

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These figures are updated between 7pm and 10pm EST after a trading day.

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